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subject:"Yield curve"
~source:"econis"
~subject:"Anleihe"
~subject:"Bond"
~subject:"Deutschland"
~subject:"Zinsderivat"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Interest rate futures"
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Yield curve
Anleihe
Bond
Deutschland
Zinsderivat
Interest rate derivative
925
Zinsstruktur
349
Theorie
309
Theory
309
USA
248
United States
248
Option pricing theory
208
Optionspreistheorie
208
Derivat
164
Derivative
164
Volatility
132
Volatilität
132
Interest rate
128
Zins
128
Swap
124
Public bond
122
Öffentliche Anleihe
122
Hedging
95
Estimation
77
Schätzung
77
CAPM
72
Stochastic process
57
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57
Government securities
54
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54
Currency derivative
53
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53
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41
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41
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40
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40
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37
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37
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35
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33
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Article
923
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2
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Aufsatz in Zeitschrift
Article in journal
925
Graue Literatur
372
Non-commercial literature
372
Arbeitspapier
323
Working Paper
323
Hochschulschrift
112
Aufsatz im Buch
99
Book section
99
Thesis
96
Bibliografie enthalten
37
Bibliography included
37
Collection of articles written by one author
17
Sammlung
17
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15
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13
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9
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Bhar, Ramaprasad
9
Chiarella, Carl
9
Ito, Takayasu
9
Chen, Ren-Raw
8
Rebonato, Riccardo
8
Chen, Son-nan
7
Fang, Victor
7
Gay, Gerald D.
7
Malhotra, Davinder Kumar
7
Ritchken, Peter H.
7
Subrahmanyam, Marti G.
7
Hegde, Shantaram P.
6
Hull, John
6
Jamshidian, Farshid
6
White, Alan
6
Wu, Ting-pin
6
Ap Gwilym, Owain
5
Arak, Marcelle V.
5
Bhargava, Vivek
5
Chance, Don M.
5
Eberlein, Ernst
5
Gupta, Anurag
5
Jarrow, Robert A.
5
Kolb, Robert W.
5
Li, Haitao
5
Poskitt, Russell
5
Ronn, Ehud I.
5
Tse, Yiuman
5
Akram, Tanweer
4
Azad, A. S. M. Sohel
4
Batten, Jonathan A.
4
Bhattacharya, Anand K.
4
Brooks, Robert
4
Das, Sanjiv R.
4
Frino, Alex
4
Hein, Scott E.
4
Kawaller, Ira G.
4
Koch, Timothy W.
4
Kuprianov, Anatoli
4
Lin, Shih-kuei
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
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The journal of futures markets
135
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
22
Review of futures markets
18
Applied mathematical finance
16
Finance and stochastics
15
Journal of international financial markets, institutions & money
15
The journal of finance : the journal of the American Finance Association
15
The review of financial studies
15
Applied financial economics
13
Journal of financial economics
13
Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
International journal of financial engineering
9
Economics letters
8
Quantitative finance
8
The European journal of finance
8
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
Die Bank
6
European journal of operational research : EJOR
6
Global finance journal
6
Advances in Pacific Basin financial markets
5
International review of economics & finance : IREF
5
Journal of empirical finance
5
Journal of international money and finance
5
Quarterly bulletin / Bank of England
5
Research in finance
5
Risks : open access journal
5
The journal of business : B
5
The journal of financial research
5
Advances in investment analysis and portfolio management : a research annual
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ECONIS (ZBW)
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61
Analysing cross-currency basis spreads
Baran, Jaroslav
;
Witzany, Jiří
- In:
Ekonomický časopis : časopis pre ekonomickú …
66
(
2018
)
10
,
pp. 1002-1030
Persistent link: https://www.econbiz.de/10012152949
Saved in:
62
The Australian OTC derivatives market : insights from new trade repository data
Cole, Duke
;
Ji, Daniel
- In:
Bulletin / Reserve Bank of Australia
(
2018
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011898043
Saved in:
63
Interest rate Benchmarks for the Australian dollar
Alim, Serena
;
Connolly, Ellis
- In:
Bulletin / Reserve Bank of Australia
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012270339
Saved in:
64
Beyond LIBOR: money markets and the illusion of representativeness
Muchimba, Lilian
;
Stenfors, Alexis
- In:
Journal of economic issues
55
(
2021
)
2
,
pp. 565-573
Persistent link: https://www.econbiz.de/10012584194
Saved in:
65
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
66
An empirical analysis of volatility spillover in global swap markets
Malhotra, Davinder Kumar
;
Bhargava, Vivek
- In:
Journal of business and economic perspectives
48
(
2021
)
1
,
pp. 92-126
Persistent link: https://www.econbiz.de/10012667177
Saved in:
67
Valuation of callable accreting interest rate swaps : least squares Monte-Carlo method under Hull-White interest rate model
Tang, Kin Boon
;
Zheng, Wen-Jie
;
Lin, Chao-Yang
;
Lin, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
Saved in:
68
Volatility patterns of short-term interest rate futures
Gurrola-Perez, Pedro
;
Herrerias, Renata
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1604-1625
Persistent link: https://www.econbiz.de/10012872906
Saved in:
69
Effects of the Fed's enhanced swap line with the ECB on CIP deviations
Moessner, Richhild
;
Allen, William A.
- In:
Applied economics
53
(
2021
)
10
,
pp. 1178-1183
Persistent link: https://www.econbiz.de/10012425457
Saved in:
70
Risk-sensitive asset management with lognormal interest rates
Hata, Hiroaki
- In:
Asia Pacific financial markets
28
(
2021
)
2
,
pp. 169-206
Persistent link: https://www.econbiz.de/10012542737
Saved in:
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